Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.265571 0.287977 0.312079 0.340053 0.371772 0.406797 0.448638
2025-04-27 0.238000 0.267094 0.300009 0.340359 0.388984 0.446338 0.520097
2025-05-04 0.217910 0.251030 0.289988 0.339874 0.403072 0.481921 0.590173
2025-05-11 0.203356 0.239461 0.283358 0.341737 0.419073 0.520681 0.669169
2025-05-18 0.186513 0.223316 0.269208 0.332075 0.418380 0.536689 0.718997
2025-05-25 0.171585 0.208257 0.254949 0.320515 0.413305 0.545297 0.758591
2025-06-01 0.163298 0.201018 0.250103 0.320867 0.424357 0.577703 0.839260
2025-06-08 0.159204 0.198873 0.251686 0.329978 0.448624 0.632567 0.966340
2025-06-15 0.153387 0.193932 0.248941 0.332428 0.462860 0.673262 1.077078
2025-06-22 0.146895 0.187611 0.243740 0.330651 0.470067 0.703005 1.173541
2025-06-29 0.141035 0.181799 0.238821 0.328774 0.476704 0.732342 1.275485
2025-07-06 0.133475 0.173173 0.229280 0.318970 0.469134 0.735112 1.322040
2025-07-13 0.129340 0.169384 0.226834 0.320469 0.481450 0.777375 1.469774
2025-07-20 0.125263 0.165453 0.223906 0.320902 0.491873 0.817556 1.625082
2025-07-27 0.121317 0.161499 0.220686 0.320554 0.500774 0.856026 1.789035
2025-08-03 0.118175 0.158574 0.218852 0.322331 0.513706 0.904945 1.999651
2025-08-10 0.112831 0.152098 0.211126 0.313480 0.505534 0.906807 2.074191
2025-08-17 0.107443 0.145354 0.202675 0.302856 0.492991 0.897230 2.111155
2025-08-24 0.104795 0.142681 0.200570 0.303196 0.502077 0.938754 2.331494
2025-08-31 0.104006 0.142813 0.202942 0.311602 0.528240 1.025688 2.756737
2025-09-07 0.102010 0.140973 0.201984 0.313864 0.541894 1.084413 3.113586
2025-09-14 0.099376 0.138021 0.199038 0.312232 0.547033 1.121995 3.407300
2025-09-21 0.096872 0.135182 0.196148 0.310506 0.551778 1.159511 3.728496